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First Financial Bankshares, Inc. Common Stock FFIN

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Market datapartial · fetched 2026-10-23T05:59:01.587Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:34:59.510603128Z

FundamentalsAlpha Vantage · unavailable

Share price$30.33
1D+1.6%
AH$29.82$29.99$30.16$30.33$30.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFFIN
Sold putSold callAH

First Financial Bankshares, Inc. Common Stock options

Live interpolated FFIN call and put midpoint premiums by absolute delta.First Financial Bankshares, Inc. Common Stock$0.39$1.46$2.54$3.62$4.69$23.18$27.48$31.79$36.10$40.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FFIN spot · $30.33FFIN PRICE$0.50$1.69$2.18$2.23$2.28$2.33$2.38$2.43$2.71$3.11$3.52$3.92$4.33$2.18$2.16$1.72$1.29$0.85$1.11$1.57$2.04$2.51$2.98$3.45$3.92$4.38
PutsExpensive2.48×
CallsExpensive3.71×
SkewBullish-34.49 pp
Implied moveBullish±$3.96
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.2556.5%17.9%22.02191.4%34.6%
25Δ45.86158.8%56.8%25.15140.1%24.2%
30Δ47.95185.0%65.3%26.65105.6%17.8%
35Δ44.60162.9%54.4%28.1471.1%11.5%
40Δ41.25140.7%43.5%29.6436.6%5.1%
45Δ37.90118.5%32.6%30.4329.8%3.3%
50Δ34.5496.3%21.7%31.0031.9%3.0%
55Δ31.1974.1%10.9%31.5833.9%2.6%
60Δ29.5764.5%6.4%32.1535.9%2.3%
65Δ28.9161.9%5.6%32.7238.0%1.9%
70Δ28.2559.2%4.7%33.2940.0%1.6%
75Δ27.5956.5%3.9%33.8642.0%1.3%
80Δ26.9253.9%3.0%34.4344.1%0.9%

20Δ

Calls
Pseudo strike
35.25
IV
56.5%
B/E move
17.9%
Puts
Pseudo strike
22.02
IV
191.4%
B/E move
34.6%

25Δ

Calls
Pseudo strike
45.86
IV
158.8%
B/E move
56.8%
Puts
Pseudo strike
25.15
IV
140.1%
B/E move
24.2%

30Δ

Calls
Pseudo strike
47.95
IV
185.0%
B/E move
65.3%
Puts
Pseudo strike
26.65
IV
105.6%
B/E move
17.8%

35Δ

Calls
Pseudo strike
44.60
IV
162.9%
B/E move
54.4%
Puts
Pseudo strike
28.14
IV
71.1%
B/E move
11.5%

40Δ

Calls
Pseudo strike
41.25
IV
140.7%
B/E move
43.5%
Puts
Pseudo strike
29.64
IV
36.6%
B/E move
5.1%

45Δ

Calls
Pseudo strike
37.90
IV
118.5%
B/E move
32.6%
Puts
Pseudo strike
30.43
IV
29.8%
B/E move
3.3%

50Δ

Calls
Pseudo strike
34.54
IV
96.3%
B/E move
21.7%
Puts
Pseudo strike
31.00
IV
31.9%
B/E move
3.0%

55Δ

Calls
Pseudo strike
31.19
IV
74.1%
B/E move
10.9%
Puts
Pseudo strike
31.58
IV
33.9%
B/E move
2.6%

60Δ

Calls
Pseudo strike
29.57
IV
64.5%
B/E move
6.4%
Puts
Pseudo strike
32.15
IV
35.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
28.91
IV
61.9%
B/E move
5.6%
Puts
Pseudo strike
32.72
IV
38.0%
B/E move
1.9%

70Δ

Calls
Pseudo strike
28.25
IV
59.2%
B/E move
4.7%
Puts
Pseudo strike
33.29
IV
40.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
27.59
IV
56.5%
B/E move
3.9%
Puts
Pseudo strike
33.86
IV
42.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
26.92
IV
53.9%
B/E move
3.0%
Puts
Pseudo strike
34.43
IV
44.1%
B/E move
0.9%

Options history

No recorded observations